Nonlinear Programming Packages

NLPQLB Author K. Schittkowski
University of Bayreuth
Faculty of Mathmatics and Physics
D-95440 Bayreuth
Language FORTRAN
Algorithm The user defines the maximum number of lines in the matrix of the linearized constraints, that can be stored in core. By investigating the constraint function values, a decision is made which restrictions are necessary to fill that matrix. The algorithm will stop, if too many constraints are violated.
Input Format  
Modeling Languages link  
Commercial Status For more details contact the author.
Platform Any machine with a reasonable amount of memory and a Fortran compiler
Remarks NLPQLB is an extension of the nonlinear programming code NLPQL with the intention to solve also problems with very many constraints, where the derivative matrix of the constraints does not possess any special sparsity structure that can be exploited numerically.
NLPQLB executes NLPQL in reverse communication full documentation by initial comments
References K. Schittkowski, Solving nonlinear programming problems with very many constraints, Optimization, Vol. 25, 179-196 (1992)